+31,139.8%
HD vs FISV
+11,002.6%
+20,137.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -2.1% | -0.3% | -1.7% | -1.9% |
| 30D | -8.4% | -2.1% | -6.4% | -8.0% |
| 3M | +4.3% | -5.7% | +10.1% | +5.6% |
| 6M | -11.1% | -15.3% | +4.2% | -7.6% |
| YTD | -4.7% | -21.1% | +16.4% | +0.8% |
| 1Y | -19.8% | -61.1% | +41.3% | +0.4% |
| 3Y | +4.1% | -56.8% | +60.9% | +21.8% |
| 5Y | +10.3% | -54.2% | +64.5% | +24.6% |
| 10Y | +203.2% | +1.6% | +201.6% | +163.4% |
| All | +31,139.8% | +11,002.6% | +20,137.2% | +8,734.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FISV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling